I would like to use Visual Studio 2008, programming in C++, but would also like to use LAPACK power, Is there any wrapper so I can use LAPACK in Visual Studio 2008.
Check out CLAPACK, lapack++, or its supposed successor Template Numerical Toolkit.
Armadillo works great for me. Good API, excellent performance.
I use this: https://svn.boost.org/svn/boost/sandbox/numeric_bindings/
careful not to use the old v1: http://boost.2283326.n4.nabble.com/binding-v1-vs-sandbox-numeric-bindings-td3036149.html
If you are willing to use a commercial product, then I can recommend Intel Math Kernel library. It will cost you 400$ for a single user license, but you get a very fast implementation that is optimized for Intel processors.
LAPACK provides its own C bindings <lapacke.h> since version 3.4.0.
There are two binding options for each LAPACK function, either a low-level wrapper that just mimics the FORTRAN function call or a higher-level wrapper that takes care of all the workspace memory allocation for you.
Another nice touch is that you can choose whether to use column-major or row-major ordering now.
来源：https://stackoverflow.com/questions/6076031/lapack-wrappers-for-c-c